2015-01-31から1日間の記事一覧
最近確率と金融工学の方法を考えながら悩んでいます。It is difficult to decipher the relationship between "risk neutral world", "equivalent Martingale measure", and "market price of risk". My understanding is that, in a world where the stocha…
最近確率と金融工学の方法を考えながら悩んでいます。It is difficult to decipher the relationship between "risk neutral world", "equivalent Martingale measure", and "market price of risk". My understanding is that, in a world where the stocha…